Marek Rutkowski
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Financial Risk and Volatility Modeling
- Banking stability, regulation, efficiency
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Demography top 1%
- Insurance, Mortality, Demography, Risk Management
Papers in
- Finance 67
- Stochastic processes and financial applications 59
- Credit Risk and Financial Regulations 40
- Banking stability, regulation, efficiency 19
- Financial Risk and Volatility Modeling 10
- Capital Investment and Risk Analysis 4
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- Economic theories and models 17
- Insurance and Financial Risk Management 5
- Co-authors
- Marek Musiela (4 shared papers)Tomasz R. Bielecki (18 shared papers)Monique Jeanblanc (12 shared papers)Rüdiger Frey (1 shared paper)Stéphane Crépey (4 shared papers)Youssef Ouknine (2 shared papers)Martin Schweizer (1 shared paper)Yu. M. Kabanov (1 shared paper)
- Journals
- International Journal of Theoretical and Applied Finance (8 papers)Mathematical Finance (5 papers)Stochastic Processes and their Applications (5 papers)Applied Mathematical Finance (5 papers)Finance and Stochastics (4 papers)
- Partner nations
- AustraliaPolandUnited States
In The Last Decade
Marek Rutkowski
75 papers receiving 2.1k citations
Marek Rutkowski's Hit Papers
Peers
Comparison fields: 5 of 69
- Finance 2.1k
- Demography 380
- Economics and Econometrics 675
- Management Science and Operations Research 267
- General Economics, Econometrics and Finance 135
Countries citing papers authored by Marek Rutkowski
This map shows the geographic impact of Marek Rutkowski's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marek Rutkowski with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marek Rutkowski more than expected).
Fields of papers citing papers by Marek Rutkowski
This network shows the impact of papers produced by Marek Rutkowski. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marek Rutkowski. The network helps show where Marek Rutkowski may publish in the future.
Co-authors
The 25 scholars most cited alongside Marek Rutkowski, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 81 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Martingale Methods in Financial Modelling Hit paper breakdown → | 1997 | 625 |
| 2 | Credit Risk: Modeling, Valuation and Hedging Hit paper breakdown → | 2004 | 619 |
| 3 | 2005 | 173 | |
| 4 | 2001 | 146 | |
| 5 | 1997 | 103 | |
| 6 | 1998 | 59 | |
| 7 | 2000 | 35 | |
| 8 | 2013 | 35 | |
| 9 | 2015 | 34 | |
| 10 | 1997 | 31 | |
| 11 | 2008 | 30 | |
| 12 | 2008 | 27 | |
| 13 | 2005 | 25 | |
| 14 | 2009 | 22 | |
| 15 | 2009 | 18 | |
| 16 | 1994 | 15 | |
| 17 | 2007 | 15 | |
| 18 | 1998 | 15 | |
| 19 | 2006 | 15 | |
| 20 | 2016 | 13 |
About Marek Rutkowski
Marek Rutkowski is a scholar working on Finance, Economics and Econometrics, Demography, Management Science and Operations Research and Computational Theory and Mathematics, having authored 81 papers that have together received 2.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (59 papers), Credit Risk and Financial Regulations (40 papers), Banking stability, regulation, efficiency (19 papers), Economic theories and models (17 papers), Financial Risk and Volatility Modeling (10 papers), Insurance, Mortality, Demography, Risk Management (8 papers), Insurance and Financial Risk Management (5 papers) and Capital Investment and Risk Analysis (4 papers). The work is most often cited by research in Finance (2.1k citations), Demography (380 citations), Economics and Econometrics (675 citations), Management Science and Operations Research (267 citations) and General Economics, Econometrics and Finance (135 citations). Marek Rutkowski has collaborated with scholars based in Australia, Poland and United States. Frequent co-authors include Marek Musiela, Tomasz R. Bielecki, Monique Jeanblanc, Rüdiger Frey, Stéphane Crépey, Youssef Ouknine, Martin Schweizer, Yu. M. Kabanov, Thomas Björk and René García. Their work appears in journals such as International Journal of Theoretical and Applied Finance, Mathematical Finance, Stochastic Processes and their Applications, Applied Mathematical Finance and Finance and Stochastics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.